Related papers: Structured inverse least-squares problem for struc…
Consider the generalized linear least squares (GLS) problem $\min\|Lx\|_2 \ \mathrm{s.t.} \ \|M(Ax-b)\|_2=\min$. The weighted pseudoinverse $A_{ML}^{\dag}$ is the matrix that maps $b$ to the minimum 2-norm solution of this GLS problem. By…
This paper is concerned with the least squares inverse eigenvalue problem of reconstructing a linear parameterized real symmetric matrix from the prescribed partial eigenvalues in the sense of least squares, which was originally proposed by…
We extend the geometrical inverse approximation approach for solving linear least-squares problems. For that we focus on the minimization of $1-\cos(X(A^TA),I)$, where $A$ is a given rectangular coefficient matrix and $X$ is the approximate…
We study the problem of matrix estimation and matrix completion under a general framework. This framework includes several important models as special cases such as the gaussian mixture model, mixed membership model, bi-clustering model and…
By a generalized inverse of a given matrix, we mean a matrix that exists for a larger class of matrices than the nonsingular matrices, that has some of the properties of the usual inverse, and that agrees with inverse when given matrix…
We revisit a formula that connects the minimal ranks of triangular parts of a matrix and its inverse and relate the result to structured rank matrices. We also address the generic minimal rank problem.
For a given class of structured matrices $\mathbb S$, we find necessary and sufficient conditions on vectors $x,w\in \C^{n+m}$ and $y,z \in \C^{n}$ for which there exists $\Delta=[\Delta_1~\Delta_2]$ with $\Delta_1 \in \mathbb S$ and…
Suppose that the matrix equation $AXB=C$ with unknown matrix $X$ is given, where $A$, $B$, and $C$\ are known matrices of suitable sizes. The matrix nearness problem is considered over the general and least squares solutions of the matrix…
Separable nonlinear least squares (SNLS)problem is a special class of nonlinear least squares (NLS)problems, whose objective function is a mixture of linear and nonlinear functions. It has many applications in many different areas,…
GMRES is known to determine a least squares solution of $ A x = b $ where $ A \in R^{n \times n} $ without breakdown for arbitrary $ b \in R^n $, and initial iterate $ x_0 \in R^n $ if and only if $ A $ is range-symmetric, i.e. $ R(A^T) =…
This paper presents an efficient method for obtaining the least squares Hermitian solutions of the reduced biquaternion matrix equation $(AXB, CXD) = (E, F )$. The method leverages the real representation of reduced biquaternion matrices.…
In this paper, we present two choices of structured spectral gradient methods for solving nonlinear least-squares problems. In the proposed methods, the scalar multiple of identity approximation of the Hessian inverse is obtained by…
We introduce a new fundamental algorithm called Matrix-POAFD to solve the matrix least square problem. The method is based on the matching pursuit principle. The method directly extracts, among the given features as column vectors of the…
We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…
In our work, we consider the linear least squares problem for $m\times n$-systems of linear equations $Ax = b$, $m\geq n$, such that the matrix $A$ and right-hand side vector $b$ can vary within an interval $m\times n$-matrix and an…
This paper considers robust solutions to a class of nonlinear least squares problems using min-max optimization approach. We give an explicit formula for the value function of the inner maximization problem and show the existence of global…
In this paper, the normwise condition number of a linear function of the equality constrained linear least squares solution called the partial condition number is considered. Its expression and closed formulae are first presented when the…
We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the…
The low-rank matrix approximation problem is ubiquitous in computational mathematics. Traditionally, this problem is solved in spectral or Frobenius norms, where the accuracy of the approximation is related to the rate of decrease of the…
An iterative method LSMR is presented for solving linear systems $Ax=b$ and least-squares problem $\min \norm{Ax-b}_2$, with $A$ being sparse or a fast linear operator. LSMR is based on the Golub-Kahan bidiagonalization process. It is…